KuCoin Futures

KuCoin Futures historical market data details - instruments, data coverage and data collection specifics

KuCoin Futures historical data for all its instruments is available since 2024-01-25.

Downloadable CSV files

Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.

data type

symbol

date

incremental_book_L2

XBTUSDTM

2025-01-01

Download sample

trades

XBTUSDTM

2025-01-01

Download sample

derivative_ticker

XBTUSDTM

2025-01-01

Download sample

API Access and data format

Historical data format is the same as provided by real-time KuCoin Futures WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that can perform data normalization client-side.

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="kucoin-futures",
        from_date="2024-02-01",
        to_date="2024-02-02",
        filters=[Channel(name="contractMarket/level2", symbols=["XBTUSDTM"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by KuCoin Futures real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'kucoin-futures',
  from: '2024-02-01',
  to: '2024-02-02',
  filters: [{ channel: 'contractMarket/level2', symbols: ['XBTUSDTM'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by KuCoin Futures real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/kucoin-futures?from=2024-02-01&filters=[{"channel":"contractMarket/level2","symbols":["XBTUSDTM"]}]&offset=0'

See HTTP API docs.

curl -g 'localhost:8000/replay?options={"exchange":"kucoin-futures","filters":[{"channel":"contractMarket/level2","symbols":["XBTUSDTM"]}],"from":"2024-02-01","to":"2024-02-02"}'

Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.

See tardis-machine docs.

Captured real-time channels

Click any channel below to see HTTP API response with historical data recorded for it.

contractMarket/execution Public futures trade executions stream
contractMarket/level2 Futures Level 2 order book deltas stream
contractMarket/level2Snapshot — generated channel
Generated futures Level 2 order book snapshots from REST API. Used to bootstrap book state before contractMarket/level2 deltas. Snapshot messages marked as "generated":true on topic /contractMarket/level2Snapshot:<symbol>.
contractMarket/tickerV2 Futures ticker updates with mark price and funding fields
contract/instrument Instrument status and parameter updates, mark/index up to 1s and funding up to 1m
contract/details — generated channel
Generated contract details snapshots from REST API. Includes open interest and contract state. Snapshot messages marked as "generated":true on topic /contract/details:<symbol>.
contractMarket/snapshot Market snapshot stream with index and open interest data

Market data collection details

Market data collection infrastructure for KuCoin Futures is located in GCP asia-northeast1 region (Tokyo, Japan).

Real-time market data is captured via multiple WebSocket connections to wss://ws-api-futures.kucoin.com.

KuCoin Futures servers are located in AWS ap-northeast-1 region (Tokyo, Japan).

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Last updated 3 months ago

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